A book such as the Oxford Names Companion is an onomasticon, and the word has throughout history turned up most often in the titles of dictionaries of proper names or place names.
It still does occasionally: There’s the Buffyverse Onomasticon, an online resource that gives the origins of the names of all the characters in the television series Buffy the Vampire Slayer. The Onomasticon to Cicero’s Letters and the Onomasticon of the Hittite Pantheon (in three volumes) are two modern scholarly examples. The word is from Greek onomázein, to name, of which onuma, a name, is a close relative.
They’re the source of other words to do with names. An onomastician studies the origin and form of proper names of every kind and the field of study is called onomastics. The study of place names is an important onomastic endeavour, and has its own name, toponymy (from Greek topos, a place + onuma), with a toponymist being a person who studies it. We must also distinguish between an onomastician and an onomasiologist — the latter studies the principles of naming, such as the way it varies between places and groups of people and how new names are formed.